scientific article; zbMATH DE number 6027007

zbMath1249.90183MaRDI QIDQ5389785

Martin Šmíd, Vlasta Kaňková

Publication date: 23 April 2012

Full work available at URL: https://eudml.org/doc/33724

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov dependencedeterministic approximationapproximation solution schememultistage stochastic programming problem

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (6)

Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Multistage Stochastic Programs via Stochastic Parametric Optimization ⋮ The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate ⋮ Unnamed Item

Cites Work

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• Uniform quasi-concavity in probabilistic constrained stochastic programming
• Continuity of the feasible solution sets of probabilistic constrained programs
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• On stability in multiobjective programming. A stochastic approach
• Quantitative stability in stochastic programming
• A note on estimates in stochastic programming
• Stability of Solutions for Stochastic Programs with Complete Recourse
• Rates of Convergence in Stochastic Programs with Complete Integer Recourse
• A Remark on the Analysis of Multistage Stochastic Programs: Markov Dependence
• Probability Inequalities for Sums of Bounded Random Variables
• Convergence properties of two-stage stochastic programming

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